Teaching

This page offers some (possibly) useful materials for your study.

If you find any error, please let me know.

ECON0019 (Quant) at UCL

You can find the materials for ECON0019 on the google drive page.

Mathematics (Linear Algebra and Probability)

The following is the lecture note on Linear Algebra and Probability for "Math Camp" and TA session for "Econometrics I".

Stata

Past Teaching Materials for "Computation Methods for Econometrics"

This course will be offered for those students who will use software (e.g., Stata, Fortran, Matlab, Python, Julia) for homework and their research.

The aim of this lecture is helping beginners (I assume those who have never touched computational languages before) start learning languages by themselves. If you already had opportunities to use them, say in some lectures, I think attending to this lecture is just waste of your time.

Contents

1st session:

1. Quick introduction of computer languages for Economics

2. Introduction to Stata

3. Some exercises

4. Probit, Tobit model. Heckman two-step, and Quantile Regression Model.

The lecture notes are available below and the data sets etc are available here.